"Model selection for integrated autoregressive processes of infinite order."

Ching-Kang Ing, Chor-yiu Sin, Shu-Hui Yu (2012)

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DOI: 10.1016/J.JMVA.2011.10.008

access: open

type: Journal Article

metadata version: 2021-02-17

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Ching-Kang Ing, Chor-yiu Sin, Shu-Hui Yu:
Model selection for integrated autoregressive processes of infinite order. J. Multivar. Anal. 106: 57-71 (2012)

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